Excitability and coherence resonance are studied in a semiconductor quantum dot laser under short optical self-feedback. For low pump levels, these are observed close to a homoclinic bifurcation, which is in correspondence with earlier observations in quantum well lasers. However, for high pump levels, we find excitability close to a boundary crisis of a chaotic attractor. We demonstrate that in contrast to the homoclinic bifurcation the crisis and thus the excitable regime is highly sensitive to the pump current. The excitability threshold increases with the pump current, which permits to adjust the sensitivity of the excitable unit to noise as well as to shift the optimal noise strength, at which maximum coherence is observed. The shift adds up to more than one order of magnitude, which strongly facilitates experimental realizations.